Volume Summary 21:55 Page 1 Business Day Fri 27 Aug 2010 | Previous Business Day Basis/ | Thu 26 Aug 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | | | Total Short Term Interest Rate Futures 784,598 1,522 1,080 N/A N/A 787,200 | 866,446 6,646,568 +25,355 Total Short Term Interest Rate Options 207,474 N/A 110,500 N/A N/A 317,974 | 335,946 22,105,151 +55,451 Total Short Term Interest Rate Products 992,072 1,522 111,580 N/A N/A 1,105,174 | 1,202,392 28,751,719 +80,806 Total Swapnote Futures 1,136 0 0 N/A N/A 1,136 | 917 23,601 -449 Total Swapnote Options 0 0 0 N/A N/A 0 | 0 0 0 Total Swapnote Products 1,136 0 0 N/A N/A 1,136 | 917 23,601 -449 Total Bond Futures 122,493 3,583 6,450 N/A N/A 132,526 | 295,200 340,995 -12,391 Total Bond Options 300 N/A 0 N/A N/A 300 | 100 1,502 -50 Total Bond Products 122,793 3,583 6,450 N/A N/A 132,826 | 295,300 342,497 -12,441 Total Index Futures 108,846 91 0 3,765 N/A 112,702 | 77,732 1,087,581 +8,019 Total Index Options 24,593 N/A 0 19,350 N/A 43,943 | 31,443 5,425,038 +3,652 Total Individual Equity Options 8,017 0 500 0 N/A 8,517 | 12,516 3,865,679 +35,812 Total Universal Stock Futures 59 0 0 0 N/A 59 | 1,385 4,410,699 +210,886 Total Equity Products 141,515 91 500 23,115 N/A 165,221 | 123,076 14,788,997 +258,369 Total Commodity Futures 34,005 1,957 N/A N/A 200 36,162 | 43,810 365,768 -138 Total Commodity Options 5,160 N/A 0 N/A N/A 5,160 | 8,316 279,825 +84 Total Commodity Products 39,165 1,957 0 N/A 200 41,322 | 52,126 645,593 -54 | TOTAL EXCHANGE(excl. other Bclear Products+) 1,296,681 7,153 118,530 23,115 200 1,445,679 | 1,673,811 44,552,407 +326,231 | Short Term Interest Rate Products | | Short Term Interest Rate Futures | One Month Eonia (futures delivery month = ECB+1) 0 N/A 0 N/A N/A 0 | 0 0 0 Three Month EONIA 1,237 N/A 0 N/A N/A 1,237 | 1 6,020 0 Three Month Euribor 544,583 1,522 1,080 N/A N/A 547,185 | 607,596 3,661,622 +22,820 Three Month Eurodollar 2 N/A 0 N/A N/A 2 | 1 1,629 -1 Three Month Sterling 221,222 N/A 0 N/A N/A 221,222 | 226,316 2,566,165 -75 Three Month Euroswiss 17,554 N/A 0 N/A N/A 17,554 | 32,532 411,132 +2,611 Three Month Euroyen (TIBOR) 0 N/A 0 N/A N/A 0 | 0 0 N/A | Short Term Interest Rate Options | Three Month Euribor 85,594 N/A 85,750 N/A N/A 171,344 | 268,346 12,826,582 +31,054 Three Month Euribor Mid-Curve 18,350 N/A 6,000 N/A N/A 24,350 | 7,300 1,637,041 -2,000 THREE MONTH EURO (EURIBOR) 2 YEAR MID-CURVE 0 N/A 0 N/A N/A 0 | 0 8,000 0 Three Month Eurodollar 0 N/A 0 N/A N/A 0 | 0 0 0 Three Month Eurodollar Mid-Curve 0 N/A 0 N/A N/A 0 | 0 0 0 Three Month Sterling 54,270 N/A 0 N/A N/A 54,270 | 52,300 5,364,620 +22,197 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 N/A N/A 0 | 0 2,000 0 Three Month Sterling Mid-Curve 49,260 N/A 18,750 N/A N/A 68,010 | 8,000 2,266,908 +4,200 Three Month Euroswiss 0 N/A 0 N/A N/A 0 | 0 0 0 Volume Summary 21:55 Page 2 Business Day Fri 27 Aug 2010 | Previous Business Day Basis/ | Thu 26 Aug 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | | Swapnote Products | | Swapnote Futures | 2Yr Euro Swapnote 211 0 0 N/A N/A 211 | 278 16,964 +86 5Yr Euro Swapnote 865 0 0 N/A N/A 865 | 621 5,518 -517 10Yr Euro Swapnote 60 0 0 N/A N/A 60 | 18 1,119 -18 2Yr US$ Swapnote 0 0 0 N/A N/A 0 | 0 0 0 5yr US$ Swapnote 0 0 0 N/A N/A 0 | 0 0 0 10yr US$ Swapnote 0 0 0 N/A N/A 0 | 0 0 0 | Swapnote Options | 2Yr Euro Swapnote 0 0 0 N/A N/A 0 | 0 0 0 5Yr Euro Swapnote 0 0 0 N/A N/A 0 | 0 0 0 10Yr Euro Swapnote 0 0 0 N/A N/A 0 | 0 0 0 | Bond Products | | Bond Futures | Long Gilt 121,359 3,583 6,450 N/A N/A 131,392 | 285,377 328,974 -13,929 Medium Gilt Future 124 0 0 N/A N/A 124 | 3,655 3,673 +996 Short Gilt Future 760 0 0 N/A N/A 760 | 5,962 8,348 +542 Japanese Government Bond 250 0 0 N/A N/A 250 | 206 0 N/A | Bond Options | Long Gilt 300 N/A 0 N/A N/A 300 | 100 1,502 -50 | Equity Products | | Index Futures | FTSE 100 Dividend Index 0 0 0 1,000 N/A 1,000 | 100 415,316 +1,000 FTSE 100 Index 108,813 91 0 2,765 N/A 111,669 | 77,538 656,049 +7,088 FTSE 250 Index 2 0 0 0 N/A 2 | 21 7,191 -1 FTSE Eurotop 100 Index 0 0 0 0 N/A 0 | 0 120 0 FTSEurofirst 300 0 0 0 0 N/A 0 | 0 0 0 FTSEurofirst 80 0 0 0 0 N/A 0 | 0 0 0 FTSEurofirst 100 0 0 0 0 N/A 0 | 0 0 0 MSCI Euro Index 0 0 0 0 N/A 0 | 0 0 0 MSCI Pan-Euro Index 31 0 0 0 N/A 31 | 73 8,905 -68 Volume Summary 21:55 Page 3 Business Day Fri 27 Aug 2010 | Previous Business Day Basis/ | Thu 26 Aug 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | | Index Options | FTSE 100 Index (European) STND OPT 24,593 N/A 0 19,350 N/A 43,943 | 31,443 3,047,016 +3,082 FTSE 100 Index Flex (European)**** 0 N/A 0 0 N/A 0 | 0 2,378,022 +570 | Individual Equity Options | 3i Group Plc - STND OPT 5 0 0 0 N/A 5 | 20 970 +20 Anglo American plc 185 0 0 0 N/A 185 | 322 26,318 +276 Antofagasta PLC - STND OPT 0 0 500 0 N/A 500 | 0 2,292 0 ARM Holdings plc - STND OPT 0 0 0 0 N/A 0 | 55 3,277 +15 Associated British Foods PLC - STND OPT 0 0 0 0 N/A 0 | 20 260 +20 AstraZeneca plc - STND OPT 31 0 0 0 N/A 31 | 348 31,404 +227 Aviva Plc - STND OPT 65 0 0 0 N/A 65 | 162 20,423 +81 BAE Systems plc - STND OPT 376 0 0 0 N/A 376 | 79 39,270 -429 Barclays plc - STND OPT 849 0 0 0 N/A 849 | 309 612,217 +5,698 BG Group plc - STND OPT 316 0 0 0 N/A 316 | 1,333 34,853 +1,108 BHP Billiton plc - STND OPT 364 0 0 0 N/A 364 | 634 54,327 +2,211 BP plc - STND OPT 802 0 0 0 N/A 802 | 1,897 568,748 +7,803 British Airways plc - STND OPT 292 0 0 0 N/A 292 | 250 29,481 +250 British American Tobacco plc STND OPT 12 0 0 0 N/A 12 | 16 8,136 -4 British Land Company PLC - STND OPT 0 0 0 0 N/A 0 | 47 1,729 +5 British Sky Broadcasting Group plc - STND OPT 0 0 0 0 N/A 0 | 0 27,793 0 BT Group plc - STND OPT 52 0 0 0 N/A 52 | 103 85,052 +97 C & W Communications ex event package - STND OPT 5 0 0 0 N/A 5 | 0 1,023 0 Cable & Wireless Communications 0 0 0 0 N/A 0 | 0 191 0 Cable & Wireless Worldwide 0 0 0 0 N/A 0 | 0 1,141 0 Cairn Energy PLC - STND OPT 3 0 0 0 N/A 3 | 5 27,385 +4 Carnival Plc - STND OPT 3 0 0 0 N/A 3 | 3 2,602 +3 Centrica plc - STND OPT 94 0 0 0 N/A 94 | 0 14,140 0 Compass Group plc - STND OPT 35 0 0 0 N/A 35 | 0 4,270 0 Diageo plc - STND OPT 88 0 0 0 N/A 88 | 1,121 69,530 +1,088 DSG International plc - STND OPT 25 0 0 0 N/A 25 | 0 681 0 Enterprise Inns - STND OPT 0 0 0 0 N/A 0 | 0 280 0 Experian Plc 0 0 0 0 N/A 0 | 0 519 0 GlaxoSmithKline plc - STND OPT 49 0 0 0 N/A 49 | 137 55,493 +56 HBOS ex event Contracts - STND OPT 0 0 0 0 N/A 0 | 0 1,000 0 HSBC Holdings plc - STND OPT 161 0 0 0 N/A 161 | 236 208,235 +3,114 ICAP PLC - STND OPT 3 0 0 0 N/A 3 | 0 870 0 Imperial Tobacco Group plc - STND OPT 5 0 0 0 N/A 5 | 165 14,728 +12 InterContinental Hotels Group plc - STND OPT 0 0 0 0 N/A 0 | 35 3,238 +777 International Power plc - STND OPT 30 0 0 0 N/A 30 | 10 18,554 -10 Invensys plc - STND OPT 0 0 0 0 N/A 0 | 60 3,547 +60 ITV Plc - STND OPT 8 0 0 0 N/A 8 | 0 4,673 0 Kazakhmys PLC - STND OPT 1 0 0 0 N/A 1 | 3 4,509 +3 Kingfisher plc - STND OPT 36 0 0 0 N/A 36 | 0 9,073 0 Ladbrokes PLC - STND OPT 13 0 0 0 N/A 13 | 15 1,054 +15 Land Securities plc - STND OPT 0 0 0 0 N/A 0 | 0 12,759 +500 Legal & General Group plc - STND OPT 15 0 0 0 N/A 15 | 0 15,506 0 Lloyds Banking Group plc STND OPT 124 0 0 0 N/A 124 | 427 270,872 +314 Volume Summary 21:55 Page 4 Business Day Fri 27 Aug 2010 | Previous Business Day Basis/ | Thu 26 Aug 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | Logica plc - STND OPT 23 0 0 0 N/A 23 | 0 4,510 0 London Stock Exchange plc - STND OPT 0 0 0 0 N/A 0 | 0 592 0 Lonmin PLC - STND OPT 6 0 0 0 N/A 6 | 0 1,629 0 Man Group Plc - STND OPT 61 0 0 0 N/A 61 | 79 12,639 +79 Marks and Spencer plc - STND OPT 21 0 0 0 N/A 21 | 68 23,237 +33 Mitchells & Butlers plc - STND OPT 0 0 0 0 N/A 0 | 0 593 0 Morrison (Wm) Supermarkets plc - STND OPT 57 0 0 0 N/A 57 | 23 6,202 +23 National Grid plc - STND OPT 33 0 0 0 N/A 33 | 27 10,389 +499 Next Plc - STND OPT 1 0 0 0 N/A 1 | 39 4,442 +23 Northern Rock plc - STND OPT 0 0 0 0 N/A 0 | 0 5,669 0 Old Mutual PLC - STND OPT 9 0 0 0 N/A 9 | 5 1,697 +5 Party Gaming plc - STND OPT 0 0 0 0 N/A 0 | 0 6,660 0 Pearson plc - STND OPT 61 0 0 0 N/A 61 | 0 3,853 0 Persimmon PLC - STND OPT 42 0 0 0 N/A 42 | 6 568 +6 Prudential plc - STND OPT 13 0 0 0 N/A 13 | 125 34,996 +585 Randgold Resources LTD - STND Option 0 0 0 0 N/A 0 | 0 432 -120 Reckitt Benckiser Group Plc - STND OPT 0 0 0 0 N/A 0 | 6 3,028 +1 Reed Elsevier PLC - STND OPT 2 0 0 0 N/A 2 | 5 1,164 +5 Rentokil Initial plc - STND OPT 0 0 0 0 N/A 0 | 0 918 0 Rio Tinto plc - STND OPT 287 0 0 0 N/A 287 | 645 59,355 -306 Rolls-Royce group plc - STND OPT 7 0 0 0 N/A 7 | 0 3,692 0 Royal Bank of Scotland plc - STND OPT 81 0 0 0 N/A 81 | 122 195,027 +53 Royal Dutch Shell Plc 'B' Shares STND OPT 10 0 0 0 N/A 10 | 152 10,754 +91 Royal Dutch Shell PLC A Shares - STND OPT 0 0 0 0 N/A 0 | 0 2,315 0 RSA Insurance Group Plc - STND OPT 11 0 0 0 N/A 11 | 40 6,080 +40 SAB Miller Plc - STND OPT 7 0 0 0 N/A 7 | 29 3,074 +300 Sage Group plc STND OPT 0 0 0 0 N/A 0 | 0 809 0 Sainsbury (J) plc - STND OPT 38 0 0 0 N/A 38 | 94 20,317 +43 Scottish & Southern Energy Plc STND OPT 11 0 0 0 N/A 11 | 10 1,991 +10 Severn Trent PLC - STND Option 0 0 0 0 N/A 0 | 0 741 0 Shire Plc STND OPT 0 0 0 0 N/A 0 | 3 1,215 +1 Smith & Nephew plc STND OPT 9 0 0 0 N/A 9 | 3 1,561 0 Standard Chartered plc - STND OPT 438 0 0 0 N/A 438 | 69 8,673 +33 Standard Life PLC - STND Opt 15 0 0 0 N/A 15 | 37 1,661 +9 Tate & Lyle 42 0 0 0 N/A 42 | 8 702 +3 Tesco plc STND OPT 89 0 0 0 N/A 89 | 116 46,640 +51 Tomkins plc STND OPT 0 0 0 0 N/A 0 | 0 9,524 0 Tullow Oil PLC - STND OPT 35 0 0 0 N/A 35 | 10 1,773 +10 Unilever plc STND OPT 3 0 0 0 N/A 3 | 43 7,723 +34 United Utilities plc STND OPT 46 0 0 0 N/A 46 | 63 5,187 +4 Vedanta Resources PLC - STND OPT 2 0 0 0 N/A 2 | 14 2,832 -86 Vodafone Group plc STND OPT 2,115 0 0 0 N/A 2,115 | 2,179 991,784 +11,177 Whitbread Holdings plc STND OPT 0 0 0 0 N/A 0 | 0 1,338 0 William Hill plc STND OPT 0 0 0 0 N/A 0 | 0 675 0 Wolseley plc STND OPT 0 0 0 0 N/A 0 | 0 646 0 WPP plc STND OPT 9 0 0 0 N/A 9 | 14 3,100 +14 Xstrata plc STND OPT 386 0 0 0 N/A 386 | 670 60,849 -122 Volume Summary 21:55 Page 5 Business Day Fri 27 Aug 2010 | Previous Business Day Basis/ | Thu 26 Aug 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | | Universal Stock Futures | Abertis Infraestructuras SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Accor SA Ex event package - STND FUT 0 0 0 0 N/A 0 | 0 216 -4 Aegon NV - STND FUT 0 0 0 0 N/A 0 | 0 1,007 0 ageas NV/SA - STND FUT 0 0 0 0 N/A 0 | 0 140 0 Air Liquide SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Akzo Nobel NV - STND FUT 0 0 0 0 N/A 0 | 0 101,000 0 Alcatel-Lucent SA - STND FUT 0 0 0 0 N/A 0 | 0 429 0 Allianz AG - STND FUT 0 0 0 0 N/A 0 | 0 35 0 Amgen Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 ANHEUSER-BUSCH INBEV NV - STND FUT 0 0 0 0 N/A 0 | 0 39 0 Arcelor Mittal - STND FUT 0 0 0 0 N/A 0 | 0 5,148 0 ASML Holding NV - STND FUT 0 0 0 0 N/A 0 | 0 45,000 0 Assicurazioni Generali SpA - STND FUT 0 0 0 0 N/A 0 | 0 35 0 AT & T INC.- STND FUT 0 0 0 0 N/A 0 | 0 115 0 Atlantia SpA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Axa SA - STND FUT 0 0 0 0 N/A 0 | 0 2,000 0 Banco Bilbao Vizcaya Argentaria SA - STND FUT 0 0 0 0 N/A 0 | 0 283,619 0 Banco de Sabadell SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Banco Popolare Scrl - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Banco Popular Espanol SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Banco Santander SA - STND FUT 0 0 0 0 N/A 0 | 0 410,000 0 BASF SE - STND FUT 0 0 0 0 N/A 0 | 0 91 0 Bayer AG - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Bayerische Motoren Werke (BMW) AG - STND FUT 3 0 0 0 N/A 3 | 1 22 0 BNP Paribas SA - STND FUT 2 0 0 0 N/A 2 | 0 365 0 Bouygues SA - STND FUT 0 0 0 0 N/A 0 | 0 7 0 Bulgari SpA - STND Future 0 0 0 0 N/A 0 | 0 0 0 Carrefour SA - STND FUT 0 0 0 0 N/A 0 | 0 2,044 0 Cisco Systems Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Citigroup Inc Physical - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Commerzbank AG - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Compagnie de Saint Gobain STND FUT 0 0 0 0 N/A 0 | 0 0 0 Compania Espanola de Petroleos SA (CEPSA) STND FUT 0 0 0 0 N/A 0 | 0 0 0 Credit Agricole SA - STND FUT 0 0 0 0 N/A 0 | 0 153 0 Credit Suisse Group - STND FUT 0 0 0 0 N/A 0 | 0 20 0 Daimler AG - STND FUT 0 0 0 0 N/A 0 | 0 13 -6 Danone - STND FUT 0 0 0 0 N/A 0 | 0 48 0 Danske Bank A/S Physical - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Deutsche Bank AG - STND FUT 0 0 0 0 N/A 0 | 0 42,581 0 Deutsche Post AG - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Deutsche Telekom AG - STND FUT 0 0 0 0 N/A 0 | 0 6,334 0 Dexia - STND FUT 0 0 0 0 N/A 0 | 0 0 0 E.ON AG - STND FUT 0 0 0 0 N/A 0 | 0 1,650 0 Electricite de France - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Enel SpA - STND FUT 2 0 0 0 N/A 2 | 17 1,410 +17 Eni SpA - STND FUT 10 0 0 0 N/A 10 | 0 146 0 Ericsson Telefonaktiebolaget LM - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Volume Summary 21:55 Page 6 Business Day Fri 27 Aug 2010 | Previous Business Day Basis/ | Thu 26 Aug 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | European Aeronautic Defence and Space Company 0 0 0 0 N/A 0 | 0 4,039 0 Exxon Mobil Corp - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Fiat SpA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 France Telecom SA - STND FUT 0 0 0 0 N/A 0 | 0 1,363,194 +250,000 Gas Natural SDG SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 General Electric Company - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Heineken NV - STND FUT 0 0 0 0 N/A 0 | 0 267,252 0 Hennes & Mauritz AB - STND FUT 0 0 0 0 N/A 0 | 0 169 0 Iberdrola SA - STND FUT 0 0 0 0 N/A 0 | 0 6 0 IBM Corporation - Physical STND FUT 0 0 0 0 N/A 0 | 0 24 0 Inditex SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Infineon Technologies AG - STND FUT 0 0 0 0 N/A 0 | 0 0 0 ING Groep NV - STND FUT 0 0 0 0 N/A 0 | 0 754 0 Intel Corp - Physical STND FUT 0 0 0 0 N/A 0 | 0 564 0 INTESA SANPAOLO SPA - STND FUT 0 0 0 0 N/A 0 | 0 16 0 Johnson & Johnson Physical - STND FUT 0 0 0 0 N/A 0 | 0 0 0 KBC Bancassurance Holding - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Koninklijke Ahold NV - STND FUT 0 0 0 0 N/A 0 | 0 200,000 0 KONINKLIJKE DSM N.V - STND FUT 0 0 0 0 N/A 0 | 0 69,000 0 Koninklijke Philips Electronics NV - STND FUT 0 0 0 0 N/A 0 | 0 165,192 0 L'Oreal SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Lafarge SA - STND FUT 31 0 0 0 N/A 31 | 0 41 0 Lagardere SCA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 LVMH Moet Hennessey Louis Vuitton SA - STND FUT 0 0 0 0 N/A 0 | 0 655 0 Mediaset SpA - STND FUT 2 0 0 0 N/A 2 | 0 1 0 Mediobanca SpA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Merck & Co. Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Metro AG - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Microsoft Corp - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Mondadori (Arnoldo) Editore SpA - STND Fut 0 0 0 0 N/A 0 | 0 0 0 Munchener Rucksversicherungs Gesellschaft AG 0 0 0 0 N/A 0 | 0 60 0 Nestle SA - STND FUT 0 0 0 0 N/A 0 | 0 826 +702 Nokia OYJ Physical - STND FUT 0 0 0 0 N/A 0 | 0 11,706 0 Nordea AB - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Novartis - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Novo Nordisk A/S Physical - STND FUT 0 0 0 0 N/A 0 | 0 987 0 Pernod Ricard SA - STND FUT 0 0 0 0 N/A 0 | 0 327 0 Peugeot SA STND FUT 0 0 0 0 N/A 0 | 0 20 0 Pfizer Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Porsche Automobil Holding SE - PFD - STND FUT 0 0 0 0 N/A 0 | 0 0 0 PPR - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Reed Elsevier - STND FUT 0 0 0 0 N/A 0 | 0 30,000 0 Renault SA - STND FUT 0 0 0 0 N/A 0 | 0 0 0 Repsol YPF SA - STND FUT 0 0 0 0 N/A 0 | 0 157,400 0 Roche Holding AG - STND FUT 9 0 0 0 N/A 9 | 0 359 0 Royal Dutch Shell Plc 'A' Shares Euro - STND FUT 0 0 0 0 N/A 0 | 0 252,555 0 Royal KPN NV - STND FUT 0 0 0 0 N/A 0 | 0 49,632 0 RWE AG - STND FUT 0 0 0 0 N/A 0 | 0 125 0 Saipem SpA 0 0 0 0 N/A 0 | 0 0 0 Volume Summary 21:55 Page 7 Business Day Fri 27 Aug 2010 | Previous Business Day Basis/ | Thu 26 Aug 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | Sanofi-Aventis SA STND FUT 0 0 0 0 N/A 0 | 0 303 0 SAP AG - STND FUT 0 0 0 0 N/A 0 | 0 4 0 Schneider Electric SA STND FUT 0 0 0 0 N/A 0 | 0 0 0 Siemens AG STND FUT 0 0 0 0 N/A 0 | 0 633 0 Snam Rete Gas Spa STND FUT 0 0 0 0 N/A 0 | 0 0 0 Societe Generale SA - STND FUT 0 0 0 0 N/A 0 | 0 3,407 0 Societe Television Francaise (T.F.1) STND FUT 0 0 0 0 N/A 0 | 0 0 0 Sodexo SA STND FUT 0 0 0 0 N/A 0 | 0 0 0 Solvay SA STND FUT 0 0 0 0 N/A 0 | 0 0 0 Statoil ASA Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 STMicroelectronics NV STND FUT 0 0 0 0 N/A 0 | 0 2,900 0 Stora Enso Oyj Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Svenska Handelsbanken STND FUT 0 0 0 0 N/A 0 | 0 5 0 Swiss Reinsurance AG - STND FUT 0 0 0 0 N/A 0 | 1 116 +1 Swisscom AG - STND FUT 0 0 0 0 N/A 0 | 0 38 0 Telecom Italia SpA (savings shares) STND FUT 0 0 0 0 N/A 0 | 0 250 0 Telecom Italia SpA STND FUT 0 0 0 0 N/A 0 | 0 0 0 Telefonica SA STND FUT 0 0 0 0 N/A 0 | 0 97 0 TeliaSonera STND FUT 0 0 0 0 N/A 0 | 0 2,700 0 Terna SpA - STND Future 0 0 0 0 N/A 0 | 0 0 0 ThyssenKrupp AG STND FUT 0 0 0 0 N/A 0 | 0 0 0 Time Warner Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 TNT N.V. STND FUT 0 0 0 0 N/A 0 | 0 0 0 Total SA - STND FUT 0 0 0 0 N/A 0 | 0 58,277 0 UBS AG STND FUT 0 0 0 0 N/A 0 | 5 5 +5 UNIBAIL-RODAMCO SE STND FUT 0 0 0 0 N/A 0 | 0 24 0 UniCredit SpA STND FUT 0 0 0 0 N/A 0 | 0 32 0 Unilever NV STND FUT 0 0 0 0 N/A 0 | 1,361 863,227 -39,829 UPM - Kymmene Oyj Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Vivendi SA STND FUT 0 0 0 0 N/A 0 | 0 67 0 Volkswagen AG STND FUT 0 0 0 0 N/A 0 | 0 0 0 Wal-Mart Stores Inc - Physical STND FUT 0 0 0 0 N/A 0 | 0 0 0 Wolters Kluwer NV STND FUT 0 0 0 0 N/A 0 | 0 0 0 Zurich Financial Services AG STND FUT 0 0 0 0 N/A 0 | 0 43 0 | Commodity Products | | Commodity Futures | Cocoa 11,428 275 N/A N/A 0 11,703 | 12,478 182,556 +1,081 Robusta Coffee 15,661 1,605 N/A N/A 0 17,266 | 24,117 100,415 -408 White Sugar 6,223 60 N/A N/A 200 6,483 | 7,059 67,043 -744 Feed Wheat 693 17 N/A N/A 0 710 | 156 15,754 -67 Volume Summary 21:55 Page 8 Business Day Fri 27 Aug 2010 | Previous Business Day Basis/ | Thu 26 Aug 2010 CONNECT* AA/Pairs Block Trd Bclear EFS Total | Official **Open Volume Volume Volume Volume*** Volume Volume | Volume Interest Change | | Commodity Options | Cocoa 300 N/A 0 N/A N/A 300 | 3,545 206,495 +678 Robusta Coffee 4,860 N/A 0 N/A N/A 4,860 | 4,671 63,999 -594 White Sugar 0 N/A 0 N/A N/A 0 | 100 9,110 0 Feed Wheat 0 N/A 0 N/A N/A 0 | 0 221 0 Delivered Lots +Total Exchange figures only include Bclear business from products listed in this Daily Information Sheet. For other Bclear volume, please refer to the Daily Information Sheet entitled, "Bclear Products" ****All volume for the FTSE 100 Flex Index Option (FLX) is displayed in the Bclear Volume column. This includes volume executed through LIFFE CONNECT. ***Only Bclear volume resulting from published trades is displayed. **Open Interest represents the net of activity in the Central Order Book, Block Trade Facility, Bclear and in respect of exercises and assignments. This figure will be increased or decreased by relevant activity in Bclear. Until further notice EFS trades are incorporated in the AA figures for commodities